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Essays on market frictions and model misspecification in asset pricing
Seeger, Norman - 2009
Persistent link: https://www.econbiz.de/10004945368
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Volatility indices and their derivatives
Süss, Stephan - 2009
Persistent link: https://www.econbiz.de/10004948594
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Handelsregeln bei Preisschwankungen an Börsen
Hense, Andreas - 2008 - 1. Auflage
Persistent link: https://www.econbiz.de/10004952060
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Pricing of derivatives on mean reverting assets
Lutz, Björn - 2010
Persistent link: https://www.econbiz.de/10008637632
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Quadratic variation of financial asset prices : theoretical approaches and empirical evidence on power derivatives
Schulz, Frowin C. - 2011
Persistent link: https://www.econbiz.de/10009006355
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Statistical inference in multifractal random walk models for financial time series
Sattarhoff, Cristina - 2011
Persistent link: https://www.econbiz.de/10009172632
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Multiscale stochastic volatility for equity, interest rate, and credit derivatives
Fouque, Jean-Pierre (contributor) - 2011
Persistent link: https://www.econbiz.de/10009347824
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Essays on macroeconomic news announcements and option-implied information
Äijö, Janne - 2007
Persistent link: https://www.econbiz.de/10003612592
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Real balances - stochastic volatility models
Durlauf, Steven N. (contributor);  … - 2008 - 2. ed.
Persistent link: https://www.econbiz.de/10003700163
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The granular nature of large institutional investors
Franzoni, Francesco; Ben-David, Itzhak; Moussawi, Rabih; … - 2019
Persistent link: https://www.econbiz.de/10012040010